+90.3%
SO vs EXE
+161.7%
-71.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.1% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | +8.7% | -0.3% | +9.0% | +8.7% |
| 3M | +3.4% | -9.3% | +12.7% | +4.1% |
| 6M | +3.7% | -7.2% | +10.9% | +4.2% |
| YTD | +10.0% | -18.9% | +28.9% | +11.5% |
| 1Y | +6.6% | -21.7% | +28.3% | +8.2% |
| 3Y | +52.5% | +21.0% | +31.5% | +48.6% |
| 5Y | +76.1% | +76.0% | +0.1% | +70.4% |
| All | +90.3% | +161.7% | -71.4% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling